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Finite-Horizon Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models

JOURNAL ARTICLE published December 2012 in Journal of Applied Probability

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

Probabilistic metric spaces constructed from stationary Markov chains

JOURNAL ARTICLE published June 1977 in Aequationes Mathematicae

Authors: Philip S. Marcus

The first exit of almost strongly recurrent semi-Markov processes

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Joachim Domsta | Franciszek Grabski

Risk Sensitive Control of Diffusions with Small Running Cost

JOURNAL ARTICLE published August 2011 in Applied Mathematics & Optimization

Authors: Anup Biswas

Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

MONOGRAPH published 2012 in ICP Advanced Texts in Mathematics

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

Constrained Continuous-Time Markov Decision Processes on the Finite Horizon

JOURNAL ARTICLE published April 2017 in Applied Mathematics & Optimization

Authors: Xianping Guo | Yonghui Huang | Yi Zhang

Filtering of Finite-State Time-Nonhomogeneous Markov Processes, a Direct Approach

JOURNAL ARTICLE published November 2000 in Applied Mathematics & Optimization

Authors: N. V. Krylov | A. Zatezalo

Long-Run Risk Sensitive Dyadic Impulse Control

JOURNAL ARTICLE published August 2021 in Applied Mathematics & Optimization

Research funded by Narodowe Centrum Nauki (2016/23/B/ST1/00479,2016/23/B/ST1/00479)

Authors: Marcin Pitera | Łukasz Stettner

Remarks on Risk-Sensitive Control Problems

JOURNAL ARTICLE published October 2005 in Applied Mathematics and Optimization

Authors: Jose-Luis Menaldi | Maurice Robin

Computing approximate stationary distributions for discrete Markov processes with banded infinitesimal generators

JOURNAL ARTICLE published December 1999 in Journal of Applied Probability

Authors: Carlos F. Borges | Craig S. Peters

On the Expected Total Reward with Unbounded Returns for Markov Decision Processes

JOURNAL ARTICLE published October 2020 in Applied Mathematics & Optimization

Authors: F. Dufour | A. Genadot

An Existence Result for Discontinuous Second-Order Nonconvex State-Dependent Sweeping Processes

JOURNAL ARTICLE published April 2019 in Applied Mathematics & Optimization

Authors: S. Adly | F. Nacry

Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes

JOURNAL ARTICLE published January 2021 in Optimal Control Applications and Methods

Authors: R. Deepa | P. Muthukumar | Mokhtar Hafayed

A chebyshev technique applied to a controlled nuclear reactor system

JOURNAL ARTICLE published July 1989 in Optimal Control Applications and Methods

Authors: R. Van Dooren

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: G. Avila-Godoy | E. Fernandez-Gaucherand

A semimartingale characterization of average optimal stationary policies for Markov decision processes

JOURNAL ARTICLE published 13 April 2006 in Journal of Applied Mathematics and Stochastic Analysis

Authors: Quanxin Zhu | Xianping Guo

Construction of branching diffusion processes and their optimal stochastic control

JOURNAL ARTICLE published March 1981 in Applied Mathematics & Optimization

Authors: S. Ustunel

The optimal sampling procedure for estimating the mean of stationary markov processes

JOURNAL ARTICLE published December 1965 in Annals of the Institute of Statistical Mathematics

Authors: Yasushi Taga

Two new integer linear programming formulations for the vertex bisection problem

JOURNAL ARTICLE published December 2019 in Computational Optimization and Applications

Research funded by Consejo Nacional de Ciencia y Tecnología (72282) | Consejo Nacional de Ciencia y Tecnología (SNI-70157)

Authors: Norberto Castillo-García | Paula Hernández Hernández